+2,327.9%
NDAQ vs ILMN
+6,507.7%
-4,179.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -2.4% | +1.2% | -3.7% | -2.7% |
| 30D | +2.5% | +9.2% | -6.7% | +0.7% |
| 3M | +9.9% | +29.8% | -19.9% | +4.6% |
| 6M | +9.4% | +69.2% | -59.8% | -0.8% |
| YTD | +0.4% | +66.4% | -66.0% | -8.9% |
| 1Y | +4.0% | +123.4% | -119.4% | -11.2% |
| 3Y | +94.4% | +33.2% | +61.2% | +76.9% |
| 5Y | +56.7% | -52.0% | +108.7% | +65.4% |
| 10Y | +375.3% | +33.6% | +341.7% | +304.9% |
| All | +2,327.9% | +6,507.7% | -4,179.8% | +1,122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling